Anic Equity¶

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Total return since start: 0.572 %¶

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Equity now: -----------------------------> 48033.32 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46638.42 Kr¶

PnL: ---------------------------------------> -250.15 Kr¶

DD now: ---------------------------------> -1.227 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:28:29.876935'

Anic Portfolio¶

Today¶

Return: 0.674 %¶

This Week¶

Return: 1.052 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total¶

Return: 57.249 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.730000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 0.840000 3130.400000 159.400000 5.370000 2971.000006
Corem Property Group B 59 -0.890000 656.670000 79.670000 13.810000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.280000 432.800000 77.800000 21.920000 355.000000
Boozt 12 1.270000 1728.000000 74.000000 4.470000 1653.999996
HMS Networks 2 -0.110000 718.800000 45.800000 6.810000 673.000000
OEM International B 7 1.890000 566.300000 38.300000 7.250000 527.999997
Intrum 4 2.110000 557.720000 30.720000 5.830000 527.000000
Eastnine 4 3.160000 521.600000 30.600000 6.230000 491.000000
Norva24 Group 16 4.840000 568.320000 25.320000 4.660000 543.000000
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.950000 552.000000 20.000000 3.760000 532.000000
SAAB B 8 -0.050000 3392.800000 15.800000 0.470000 3377.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 576.450000 14.450000 2.570000 562.000005
Samhällsbyggnadsbo. i Norden D 12 0.000000 259.680000 13.680000 5.560000 246.000000
AcadeMedia 12 1.110000 566.880000 9.880000 1.770000 557.000004
Resurs Holding 22 0.650000 582.340000 8.340000 1.450000 573.999998
Securitas B 6 1.160000 576.000000 6.000000 1.050000 570.000000
CTEK 13 3.180000 539.500000 5.500000 1.030000 533.999999
Creaspac SPAC 6 0.520000 581.400000 4.400000 0.760000 577.000002
Karnov Group 9 -1.640000 539.100000 3.100000 0.580000 536.000004
Swedbank A 3 1.130000 565.350000 1.350000 0.240000 564.000000
Essity B 2 -1.480000 571.400000 -2.600000 -0.450000 574.000000
Handelsbanken A 5 -0.320000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 -0.760000 578.970000 -4.030000 -0.690000 582.999984
Essity A 4 -2.060000 1142.000000 -7.000000 -0.610000 1149.000000
Nordea Bank Abp 29 -0.270000 3439.980000 -14.020000 -0.410000 3453.999992
International Petroleum Corp. 5 2.850000 558.500000 -36.070000 -6.070000 594.565215
Vivesto 1368 0.000000 558.960000 -54.040000 -8.820000 612.999432
Sampo Oyj SDB 7 -0.930000 3745.000000 -105.000000 -2.730000 3850.000000
Axfood 13 1.340000 3636.100000 -119.900000 -3.190000 3756.000001
OX2 18 0.710000 1524.600000 -139.400000 -8.380000 1663.999992
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.910000 3426.500000 -384.500000 -10.090000 3810.999990
TOTAL 46639.370000 -249.200000 -1.2248% 46888.564618

Updated:¶

'2023-01-18 16:27:50.163719'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶